arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2007.05754cond-mat.stat-mech
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Lévy噪声驱动的Arctan势阱逃逸

Lévy noise-driven escape from arctan potential wells

Karol Capala, Amin Padash, Aleksei V. Chechkin, Babak Shokri, Ralf Metzler, Bartlomiej Dybiec

摘要:

从势阱中逃逸是随机动力系统研究中的一个典型问题,代表了从化学反应到离开运动生态学中既定的家园范围的真实世界情况。同时,L{é}vy噪声是一种成熟的方法来建模系统,其特征在于统计离群值和发散高阶矩,范围从基因表达控制到动物和人类的运动模式。在这里,我们研究的问题,Lévy噪声驱动的逃离几乎矩形,arctan势阱限制两个吸收边界。我们揭示了所观察到的瞬态动力学的一般性质的L{é}vy过程中的单阱势的定态的类比。第一个逃逸动力学显示出指数尾。我们研究依赖的形状参数,陡度和高度,arctan潜在的逃逸。最后,我们详细探讨了首次逃逸时间和最后命中点的概率密度的行为。

英文摘要:

The escape from a potential well is an archetypal problem in the study of stochastic dynamical systems, representing real-world situations from chemical reactions to leaving an established home range in movement ecology. Concurrently, L{é}vy noise is a well-established approach to model systems characterized by statistical outliers and diverging higher-order moments, ranging from gene expression control to the movement patterns of animals and humans. Here, we study the problem of Lévy noise-driven escape from an almost rectangular, arctan potential well restricted by two absorbing boundaries. We unveil analogies of the observed transient dynamics to the general properties of stationary states of L{é}vy processes in single-well potentials. The first escape dynamics is shown to exhibit exponential tails. We examine the dependence of the escape on the shape parameters, steepness and height, of the arctan potential. Finally, we explore in detail the behavior of the probability densities of the first-escape time and the last-hitting point.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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